+40.8%
TSLA vs RCL
+178.0%
-137.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | +1.5% | -5.1% | +6.6% | +3.7% |
| 30D | +10.1% | -19.0% | +29.1% | +20.4% |
| 3M | -15.4% | -9.6% | -5.8% | -12.4% |
| 6M | -12.8% | -6.7% | -6.1% | -11.8% |
| YTD | -21.3% | -3.9% | -17.3% | -24.3% |
| 1Y | +4.6% | -25.1% | +29.7% | +15.1% |
| All | +40.8% | +178.0% | -137.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling